| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (2) | (3.8) | 56 | 0 | 1 | (4) | (8) | 0 | 90 |
| 60 | 1 | 1.3 | 52 | 0 | 3 | (3) | (12) | 0 | 93 |
| 120 | 0 | (0.2) | 46 | 0 | 4 | (4) | (33) | (1) | 91 |
| 250 | 4 | 2.4 | 49 | 1 | 7 | (3) | (33) | (1) | 95 |
| 500 | 4 | 2.5 | 53 | 1 | 6 | (4) | (33) | (1) | 94 |
| 760 | 3 | 2.3 | 51 | 1 | 6 | (4) | (35) | (1) | 95 |
| 1260 | 3 | 2.4 | 50 | 1 | 6 | (3) | (35) | (1) | 95 |
| 2520 | 4 | 2.4 | 50 | 1 | 8 | (5) | (57) | (1) | 95 |
| All | 4 | 2.1 | 50 | 1 | 8 | (5) | (88) | (1) | 95 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.3 | 0.3 | 0.4 | 0.1 | 0.1 | 0.6 | 0.4 | 0.1 | 0 | 0.1 | 0.5 | 0.3 | 3.3 | 2.5 | 49.7 | 216 | (0.3) | (0.5) | 1.9 | 0.5 |
| 2017 | (0.2) | 0.2 | 0.2 | (0.3) | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (0.2) | 47.1 | 71 | (0.3) | (0.5) | 1.3 | 0.4 |
| 2016 | 0.4 | 0 | 0.8 | 0.5 | 0.1 | 1 | 0.8 | 0.2 | (0.2) | 0.2 | 1.6 | 0 | 5.4 | 3.5 | 53.2 | 219 | (0.2) | (0.4) | 2 | 0.6 |
| 2015 | 0.3 | 0.8 | 0.4 | (0.2) | 0.2 | 1.1 | 0.5 | 0.2 | 0 | (0.2) | 0.5 | 0.1 | 3.7 | 2.3 | 52.4 | 223 | (0.3) | (0.5) | 2.5 | 0.6 |
| 2014 | (0.1) | 0.1 | 0.6 | 0.4 | 0.1 | 0.3 | 0.2 | (0.2) | (0.1) | (0.1) | 0 | 0.8 | 2 | 1.8 | 49 | 218 | (0.4) | (0.6) | 1.8 | 0.5 |
| 2013 | 0.1 | 0.2 | 0.3 | 0.1 | 0 | 0.8 | 0.3 | 0.3 | (0.2) | (0.1) | 0.4 | 0.2 | 2.4 | 2.4 | 47.8 | 210 | (0.2) | (0.7) | 1.5 | 0.4 |
| 2012 | 0.6 | 0.3 | 0 | (0.2) | 0.2 | (0.1) | 0.3 | 0.2 | 0.4 | 0.6 | 0.1 | 0.6 | 3 | 2.7 | 45.9 | 210 | (0.2) | (0.5) | 1.8 | 0.5 |
| 2011 | 0.7 | 0.4 | (0.3) | 0 | 0.2 | 0.3 | (0.4) | (0.1) | 0.3 | 1.1 | 0.3 | 0 | 2.5 | 1.6 | 44.7 | 217 | (0.3) | (1) | 2.5 | 0.6 |
| 2010 | (0.3) | 0.5 | 0 | 1 | (0.1) | 0.4 | (0.2) | 0.5 | 0.6 | 0 | (0.1) | 2.7 | 5 | 2.1 | 50.8 | 205 | (0.3) | (0.6) | 3 | 0.5 |
| 2009 | 2.2 | 0.7 | (0.7) | 0.4 | (0.3) | 1.5 | 0.1 | 1.6 | 0.3 | 0.8 | 0.6 | 0.9 | 8.1 | 3.5 | 54.9 | 211 | (0.6) | (1.1) | 2 | 0.6 |
| 2008 | 0.7 | 1.1 | 0.5 | 0.6 | 0.4 | 1.1 | 0.4 | 0.6 | 0.3 | 2.1 | 1.4 | 0.9 | 10.1 | 3.2 | 52.5 | 217 | (0.6) | (1.2) | 1.8 | 0.6 |
| 2007 | (0.3) | 0.5 | (0.3) | 0.2 | (0.2) | 0.4 | (0.1) | 0.2 | 0.9 | (0.3) | 0.3 | 1 | 2.3 | 2 | 52 | 226 | (0.2) | (0.6) | 1.3 | 0.5 |
| 2006 | (0.1) | (0.1) | 0.2 | 0.1 | 0.3 | 0.2 | 0.1 | 0.1 | 0.3 | 0 | 0.2 | 0.2 | 1.5 | 1.8 | 50.8 | 202 | (0.2) | (0.3) | 1 | 0.5 |
| 2005 | 0 | (0.1) | 0.3 | 0.2 | 0.2 | 0.1 | 0.2 | 0.5 | 0 | 0.2 | (0.5) | (0.3) | 0.8 | 0.8 | 50.4 | 213 | (0.3) | (1) | 1.3 | 0.5 |
| 2004 | 0.6 | 0.2 | (0.9) | 0.3 | 0.7 | 0.2 | 0.1 | 0.2 | 0.3 | 0.1 | 0.4 | 0.5 | 2.7 | 1.6 | 50.4 | 216 | (0.5) | (1.1) | 2.3 | 0.5 |
| 2003 | (0.1) | 0.4 | 0.7 | 0.3 | (0.1) | 0 | (0.2) | 0.2 | 0.9 | 1.3 | 0.5 | 1 | 4.9 | 2.2 | 49.2 | 216 | (0.7) | (1) | 1.8 | 0.5 |
| 2002 | 0.4 | 0.1 | 1.3 | 0.4 | 0.1 | (0.1) | 0.3 | 0 | 0.3 | 1.4 | 0.1 | (0.7) | 3.6 | 2.1 | 51 | 215 | (0.4) | (1.4) | 1.8 | 0.5 |
| 2001 | 0.4 | 0.5 | 0 | 0.6 | (0.2) | 0.1 | 0.3 | 0.6 | 0.4 | 0.8 | 1.1 | 1 | 5.6 | 2.6 | 50.8 | 206 | (0.9) | (1.4) | 2 | 0.5 |
| 2000 | 0.2 | (0.2) | 0.2 | (0.6) | 0.6 | 0.6 | (0.1) | (0.2) | 0.1 | (0.4) | 0.3 | 0.4 | 0.9 | 0.8 | 47.8 | 217 | (0.3) | (0.9) | 1.5 | 0.5 |